Poly(e-caprolactone) is a biopolyester synthesized from fossil resources with interesting biodegradable properties. However, for certain applications, this biopolymer cannot be fully competitive with conventional thermoplastics since some of its properties appear too weak. The association of PCL with nano-sized fillers allows for significantly improving a large range of properties. The most reported nano-fillers in poly(e-caprolactone)-based materials are represented by organo-modified clays more likely leading to one of the most widely investigated families of nano-biocomposites. This chapter is dedicated to this novel class of materials with a special focus set on the relationships between the production process, the extent of nano-filler dispersion and the thermo-mechanical properties, e.g., crystallinity and stiffness, of the related nano-biocomposites.